Copula contagion index and its efficiency
Ke Cheng, Fengbin Lu and Xiaoguang Yang
| Year of publication: |
2012
|
|---|---|
| Authors: | Cheng, Ke ; Lu, Fengbin ; Yang, Xiaoguang |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 22.2012, 10/12, p. 989-1002
|
| Subject: | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Index | Index number | Ansteckungseffekt | Contagion effect | Aktienindex | Stock index | Finanzkrise | Financial crisis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009625564